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The role of the monthly ENSO in forecasting the Daily Baltic Dry Index

Bouri, Elie; Gupta, Rangan; Rossini, Lua - 2022

Persistent link: https://www.econbiz.de/10013253754

Bitcoin prices and the realized volatility of US sectoral stock returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270159

Regime specific spillovers across US sectors and the role of oil price volatility

Hernandez, Jose Arreola; Shahzad, Syed Jawad Hussain; … - In: Energy economics 107 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013202566

Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions

Wang, Jiqian; Ma, Feng; Bouri, Elie; Zhong, Juandan - In: Energy economics 108 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013203098

The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market

Zhang, Xinxin; Bouri, Elie; Xu, Yahua; Zhang, Gongqiu - In: Energy economics 109 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013283886

Herding in international REITs markets around the COVID-19 pandemic

Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - 2022

Persistent link: https://www.econbiz.de/10013179588

Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach

Bouri, Elie; Gupta, Rangan; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2089-2109

Persistent link: https://www.econbiz.de/10013184682

Investor sentiment connectedness : evidence from linear and nonlinear causality approaches

Tiwari, Aviral Kumar; Bathia, Deven; Bouri, Elie; … - In: Annals of financial economics 16 (2021) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10013185473

Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022

This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that the patterns of intraday return predictability change in...

Persistent link: https://www.econbiz.de/10013289927

Which Factors Drive Bitcoin Volatility : Macroeconomic, Technical, or Both?

Wang, Jiqian; Bouri, Elie; Ma, Feng - 2022

Academic research relies heavily on exogenous drivers to improve the forecasting accuracy of Bitcoin volatility. The present study provides additional insight into the role of macroeconomic and technical indicators in forecasting the realized volatility of Bitcoin. Using 17 famous macroeconomic...

Persistent link: https://www.econbiz.de/10013290256